Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7569	3.51
$α$	0.2759	7.92
$β$	0.6659	19.14
$γ_{1}$	0.0570	0.37
$γ_{2}$	-0.1067	-0.46
$γ_{3}$	0.1542	1.13
$γ_{4}$	-0.2174	-2.02
$γ_{5}$	0.1236	1.07
$γ_{6}$	-0.0182	-0.13
$γ_{7}$	0.1539	1.17
$γ_{8}$	-0.4028	-3.66
$γ_{9}$	0.5514	3.91
$γ_{10}$	-0.6590	-2.77

V-Lab

Nichidai Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.89% (+2.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nichidai Corp Analyses